Multivariate regression with measurement error: bias analysis and estimation
Bibliographic record
Abstract
Multivariate regression models are commonly used to examine associations in multivariate data, and various methods have been proposed to characterise distinct features of such data across different settings. The validity of those methods, however, is compromised by the presence of measurement error. Despite extensive research on measurement error in univariate data, the impact of measurement error on the analysis of multivariate data remains an interesting topic to explore. This paper rigorously examines the measurement error effects on multivariate regression models and quantifies the asymptotic bias and covariance matrix for the naïve method that ignores measurement error. We further develop three estimation methods to correct the measurement error effects under different scenarios, including the case with instrument variables. The asymptotic properties of these methods are established accordingly. Lastly, extensions that apply nonparametric techniques to investigate the relationship between responses and covariates contaminated by measurement error are discussed.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.077 | 0.282 |
| Meta-epidemiology (narrow) | 0.002 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.003 |
| Bibliometrics | 0.004 | 0.007 |
| Science and technology studies | 0.001 | 0.005 |
| Scholarly communication | 0.003 | 0.005 |
| Open science | 0.004 | 0.004 |
| Research integrity | 0.003 | 0.005 |
| Insufficient payload (model declined to judge) | 0.003 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".